We’re excited to have one of the pioneers of options trading on this episode, Jerry Haworth – Founder and CIO of renowned option and tail risk firm 36 South. In this wide-ranging talk, we dive into Jerry’s roots in Zimbabwe, trading South African bonds, structuring derivatives, the point in his jazz career where talent and […]
Category: Stocks
15
Jul
2021
The Kaoboy of Convertible Arb with Michael Kao
We’ve said on this blog before that options are like playing 3D chess. Well then what does creating synthetic options via convertible bonds, equity positions, and bank debt play like?? Take a listen to this pod where we venture out of the futures/options space into credit, convertible bond, risk arb. Therefore, if you think you […]
12
Jul
2021
Asset Class Scoreboard – H1 2021
The Q2 numbers are in – and there’s just no stopping commodities, it seems, as they put in another three months of gains to lead all assets YTD as we hit halftime in this game of markets. Is this the inflation we’ve all been fearing for the past 40 years come to life? We put […]
08
Jul
2021
Engineering, Exponentials, Enigmas, and Equations with Breaking the Market’s Matt Hollerbach
What is it about engineers and seeing the world through a quant lens? We’ve talked to plenty of quants who have an engineering mindset; but this episode’s guest is an actual engineer – doing his mechanical engineering work by day and dishing on portfolio construction at night via his excellent Breaking the Market blog and […]
24
Jun
2021
Tis This Inflation Transitory with CME Group Economist Erik Norland
There’s a new word in the financial lexicon. Transitory. And it all has to do with whether recent moves higher in prices of everything from lumber to copper to labor are the first signs of 1970s type inflation, or….as the Fed believes, is just “transitory” and will work itself out once the pandemic is over. […]
17
Jun
2021
Sowing the Seeds of AI Strategies with Howard Siow of Taaffeite Capital Management
Artificial Intelligence is a hot topic in every walk of life, and perhaps no more so than in the world of hedge funds and alternative investments. Howard Siow, Founding Principal and CEO at Taaffeite Capital, joins The Derivative to discuss how AI is used in the hedge fund world, and how everyone wants AI to […]
11
Jun
2021
Asset Class Scoreboard: May 2021
Not much to report on with the old asset class scoreboard if you like change. All of the asset classes we track put up positive returns in May, for the 2nd straight month, meaning it was more of the same in terms of the year – with all the risk on assets: commodities, real estate, […]
10
Jun
2021
Carefully Constructing a Cockroach (Portfolio) with Mutiny Funds Jason Buck and Taylor Pearson
Who in their right mind would name an investment strategy after cockroaches? Well, probably the guys who view themselves as staging a mutiny against traditional portfolio construction and the investment business = Jason Buck and Taylor Pearson of Mutiny Funds. We’re digging in deep with the two wunderkids in this episode on what exactly the […]
27
May
2021
Blame it on the Bossa Nova with New Market Wizard Tom Basso
How do you get included in a Market Wizards book? How do you get a whole Michael Covel book written about you? You move from charting markets on graph paper to point and figure charts to running systematic models on an IBM computer in 1980, to running $600mm plus via Trendstat. We’re talking Havalinas and […]
07
May
2021
The NON-Wisdom of Crowds with Nigol Koulajian of Quest Partners
In through the nose – out through the mouth. In through the nose – out through the mouth. You’ve now joined a headspace where we think you’re prepped to focus in and become one with today’s guest. He’s a well known CTA, expert researcher, meditation and yoga practitioner, and Founder & CIO of $1.8 Billion […]
